Anic Equity¶

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Total return since start: 0.693 %¶

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Equity now: -----------------------------> 51701.09 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48502.03 Kr¶

PnL: ---------------------------------------> -585.54 Kr¶

DD now: ---------------------------------> -0.468 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 10:08:58.653481'

Anic Portfolio¶

Today¶

Return: -0.381 %¶

This Week¶

Return: 8.782 %¶

Total¶

Return: 69.256 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -0.720000 776.400000 103.400000 15.360000 673.000000
Nordea Bank Abp 29 -0.150000 3529.880000 75.880000 2.200000 3453.999992
HEBA B 70 -1.030000 2695.000000 59.000000 2.240000 2636.000010
SAAB B 8 0.160000 3432.800000 55.800000 1.650000 3377.000000
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Resurs Holding 22 0.180000 610.060000 36.060000 6.280000 573.999998
Swedbank A 3 1.470000 599.700000 35.700000 6.330000 564.000000
AcadeMedia 12 -0.930000 588.960000 31.960000 5.740000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.340000 381.800000 26.800000 7.550000 355.000000
OEM International B 7 -0.380000 546.700000 18.700000 3.540000 527.999997
Intrum 4 0.370000 541.400000 14.400000 2.730000 527.000000
Norva24 Group 16 0.000000 555.200000 12.200000 2.250000 543.000000
Karnov Group 9 0.500000 546.300000 10.300000 1.920000 536.000004
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Fasadgruppen Group 38 0.920000 4149.600000 8.600000 0.210000 4140.999992
Creaspac SPAC 6 0.000000 580.200000 3.200000 0.550000 577.000002
Securitas B 6 -1.160000 572.400000 2.400000 0.420000 570.000000
Samhällsbyggnadsbo. i Norden D 12 0.190000 247.200000 1.200000 0.490000 246.000000
Fastighetsbolag. Emilshus Pref 21 -2.550000 561.750000 -0.250000 -0.040000 562.000005
Handelsbanken A 5 0.180000 544.250000 -1.750000 -0.320000 546.000000
Corem Property Group B 59 -1.120000 574.950000 -2.050000 -0.360000 576.999999
Coor Service Management Hold. 8 -0.300000 529.600000 -2.400000 -0.450000 532.000000
Midsona B 63 -3.170000 576.450000 -6.550000 -1.120000 582.999984
Boozt 12 0.000000 1645.200000 -8.800000 -0.530000 1653.999996
Sampo Oyj SDB 7 -0.090000 3829.000000 -21.000000 -0.550000 3850.000000
Essity B 2 -0.330000 548.200000 -25.800000 -4.490000 574.000000
CTEK 13 -0.740000 502.710000 -31.290000 -5.860000 533.999999
International Petroleum Corp. 5 -2.630000 555.500000 -39.070000 -6.570000 594.565215
Essity A 4 0.000000 1108.000000 -41.000000 -3.570000 1149.000000
Vivesto 1368 0.000000 567.720000 -45.280000 -7.390000 612.999432
Beijer Electronics Group 27 -1.070000 3007.800000 -76.200000 -2.470000 3083.999994
OX2 22 0.250000 1786.400000 -202.600000 -10.190000 1989.000002
Axfood 15 0.370000 4060.500000 -239.500000 -5.570000 4300.000005
Ovzon 64 -2.040000 3385.600000 -610.400000 -15.280000 3996.000000
TOTAL 48502.030000 -585.540000 -0.46837% 49087.564636

Updated:¶

'2023-01-31 10:09:11.965255'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶